Neon indicators on electrical items do not seem to last for a very long time. They just blacken. A LED would be a good replacement, but they do not work directly with mains AC voltage. Here are some options to consider.
There are some simple suggestions using diodes and resistors. The Velleman MK181 circuit board should simplify this. Finally, somebody who has achieved this with their John Shearne Phase 1 Reference Pre/Power Amplifier.
Update: Conrad seems to have a selection of mains voltage LED indicators in stock, such as this one or this one. Just perform a site search for indicator led 230 and check for full rectification on each item.